BNP Paribas Put 16 SZU 20.12.2024
/ DE000PN7DHB7
BNP Paribas Put 16 SZU 20.12.2024/ DE000PN7DHB7 /
| 2024-05-30 1:21:07 PM |
Chg.+0.010 |
Bid1:27:44 PM |
Ask1:27:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.940EUR |
+0.34% |
2.920
Bid Size: 3,000 |
2.960
Ask Size: 3,000 |
SUEDZUCKER AG O.N. |
16.00 EUR |
2024-12-20 |
Put |
Master data
| WKN: |
PN7DHB |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
SUEDZUCKER AG O.N. |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
16.00 EUR |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-08-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
-4.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.23 |
| Intrinsic value: |
2.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.21 |
| Parity: |
2.23 |
| Time value: |
0.75 |
| Break-even: |
13.02 |
| Moneyness: |
1.16 |
| Premium: |
0.05 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
1.71% |
| Delta: |
-0.59 |
| Theta: |
0.00 |
| Omega: |
-2.75 |
| Rho: |
-0.06 |
Quote data
| Open: |
2.960 |
| High: |
2.990 |
| Low: |
2.920 |
| Previous Close: |
2.930 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.68% |
| 1 Month |
|
|
-8.98% |
| 3 Months |
|
|
-12.50% |
| YTD |
|
|
+14.84% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.930 |
2.790 |
| 1M High / 1M Low: |
3.260 |
2.640 |
| 6M High / 6M Low: |
3.940 |
2.370 |
| High (YTD): |
2024-03-19 |
3.940 |
| Low (YTD): |
2024-01-04 |
2.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.874 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.998 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.169 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.32% |
| Volatility 6M: |
|
67.48% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
